market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
14/05/2024 43.77% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 17,852 CHF 27,852 CHF 99.43% 99.48%
13/05/2024 43.23% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 18,140 CHF 28,140 CHF 99.58% 99.58%
10/05/2024 44.71% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 17,395 CHF 27,395 CHF 99.52% 99.52%
08/05/2024 38.60% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 20,958 CHF 30,958 CHF 99.53% 99.53%
07/05/2024 43.19% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 18,179 CHF 28,179 CHF 99.49% 99.49%
06/05/2024 37.67% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 21,558 CHF 31,558 CHF 99.49% 99.49%
03/05/2024 32.87% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 25,606 CHF 35,606 CHF 98.98% 98.98%
02/05/2024 30.60% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 27,694 CHF 37,694 CHF 99.43% 99.43%
30/04/2024 32.92% 0.03 CHF 0.04 CHF 900,000 900,000 900,000 900,000 22,898 CHF 31,898 CHF 99.09% 99.09%
29/04/2024 22.73% 0.04 CHF 0.05 CHF 800,000 800,000 800,000 800,000 31,220 CHF 39,220 CHF 99.54% 99.54%

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